Last Updated on January 13, 2022 by Oddmund Groette
Today I have downloaded 30 mins data from IQFeed. The test period is the same: 1. January 2010 until 1st of July 2012. All the other parameters are the same. The result is still quite good:
In total there are 89 fills, 21 less than on the EOD test. The average gain for long is 0.22% and 0.08% for short.
I have no idea why the numbers are so different. This proves that backtesting is just an indication, you need to test live to get a grasp of the strategy.
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